Short-term forecasts of French GDP: A dynamic factor model with targeted predictors
Year of publication: |
2013-09
|
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Authors: | Bessec, Marie |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Factor model | GDP forecasting | Large dataset | Targeted predictors | Variable selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Forecasting, 2013, Vol. 32, no. 6. pp. 500-511.Length: 11 pages |
Classification: | C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: |
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Short-term forecasts of French GDP: a dynamic factor model with targeted predictors.
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